Strategy Tester Report
Ruckkehr v1.5
RoboForex-Demo (Build 1353)

СимволGBPUSD (Great Britain Pound vs US Dollar)
Период15 Минут (M15) 2017.10.16 10:00 - 2021.12.31 23:45 (2010.01.01 - 2022.03.03)
МодельВсе тики (наиболее точный метод на основе всех наименьших доступных таймфреймов)
ПараметрыGS="<==== General settings ====>"; SetName="setdlyaopta"; Lot=0.01; Magic=777; Split=3; Max_spread=10; Exit="<==== Setting Exit ====>"; LossClose=0; TakeProfit=68; StopLoss=10000; Use_Virtual_TP=true; close_by=1; Exit_MA_Period=100; Skip_MA=3; Exit_n_bar=0; ATRDTS="<==== ATR Dynamic TP,STEP ====>"; Use_ATR_Dynamic=false; Use_Increase_Step=false; Use_Reduce_TP=false; Use_Reverse_effect=false; ATR_TF=1440; ATR_Period=10; s3="#============ ATR Filter =========#"; Use_ATR_Filter=false; ATR_filter_TF=1440; ATR_filter_Period=14; Atr_above=1.75; Atr_below=0; TR="<==== Trend Filter ====>"; Use_MA_Filter=false; MAtrend_Period1=5; MAtrend_Period2=10; MAtrend_Period3=15; Con="<==== Ruckkehr Strategy Setting ====>"; _____Setting_ENV_____="-----------------------------------------"; Envelopes_TF=240; Env_MA_period=350; Env_Deviation=1.4; Rec="<==== Recovery Setting ====>"; Use_Recovery=true; Use_Arithmetic_Lot=true; Grid_step=26; Max_orders=6; Multiplier=1.1; Start_Factor_Knee=8; Start_BE_n_knee=2; Take_BE_limit=0; Bar_to_reduce=0; Take_reduce=0; Take_reduce_limit=0; TradeTimeStr0="#============= Time settings =============#"; TradeRoundTheClock=false; TradeTimeStr1="- broker GMT offset will be auto-adjusted -"; TradeTimeStr2="-- Set your winter GMT offset for tester --"; AutoGMT=false; BrokerGMTOffsetWinter=2; BrokerDstMode=1; TargetGMTOffsetWinter=2; TargetDstMode=2; TradeTimeStr3="----- Trade intervals, comma separated ----"; TradeTimeStr4="----- set time in the target timezone -----"; TradeTimeStr5="Format: 'hh:mm-hh:mm', blank for no trading"; TradeTimeStr6="----------------- WINTER ------------------"; TradeTimeStr7="<== SUNDAY ==>"; SUNDAY_TradeIntervalsW=""; TradeTimeStr8="<== MONDAY ==>"; MONDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr9="<== TUESDAY ==>"; TUESDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr10="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr11="<== THURSDAY ==>"; THURSDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr12="<== FRIDAY ==>"; FRIDAY_TradeIntervalsW="00:15-23:50"; TradeTimeStr13="--- Extra interval, every day (for opt) ---"; StartTradeHourW=0; StartTradeMinuteW=0; DurationMinutesW=0; TradeTimeStr14=""; TradeTimeStr15="----------------- SUMMER ------------------"; UseWinterScheduleAllYear=true; TradeTimeStr16="<== SUNDAY ==>"; SUNDAY_TradeIntervalsS=""; TradeTimeStr17="<== MONDAY ==>"; MONDAY_TradeIntervalsS=""; TradeTimeStr18="<== TUESDAY ==>"; TUESDAY_TradeIntervalsS=""; TradeTimeStr19="<== WEDNESDAY ==>"; WEDNESDAY_TradeIntervalsS=""; TradeTimeStr20="<== THURSDAY ==>"; THURSDAY_TradeIntervalsS=""; TradeTimeStr21="<== FRIDAY ==>"; FRIDAY_TradeIntervalsS=""; TradeTimeStr22="--- Extra interval, every day (for opt) ---"; StartTradeHourS=0; StartTradeMinuteS=0; DurationMinutesS=0; TradeTimeStr23="<==== Roll Over Filter ====>"; OpenOrdersInRollover=false; CloseOrdersInRollover=true; FreezeMinutesBeforeRollover=5; FreezeMinutesAfterRollover=15; TradeTimeStr24="<==== Christmas&SkipMonths ====>"; DayChristmasBreakStarts=29; DayChristmasBreakStops=2; MonthsToSkip="";
Баров в истории105884Смоделировано тиков218235932Качество моделирования99.90%
Ошибки рассогласования графиков0
Начальный депозит1000.00Спре䏥६Ґ­­лҐ
Чистая прибыль868.13Общая прибыль1508.46Общий убыток-640.33
Прибыльность2.36Матожидание выигрыша1.74
Абсолютная просадка143.19Максимальная просадка503.69 (31.65%)Относительная просадка31.65% (503.69)
Всего сделок500Короткие позиции (% выигравших)277 (66.43%)Длинные позиции (% выигравших)223 (67.26%)
Прибыльные сделки (% от всех)334 (66.80%)Убыточные сделки (% от всех)166 (33.20%)
Самая большаяприбыльная сделка13.66убыточная сделка-11.18
Средняяприбыльная сделка4.52убыточная сделка-3.86
Максимальное количествонепрерывных выигрышей (прибыль)13 (57.09)непрерывных проигрышей (убыток)4 (-22.99)
Макс.непрерывная прибыль (число выигрышей)65.29 (12)непрерывный убыток (число проигрышей)-22.99 (4)
Среднийнепрерывный выигрыш4непрерывный проигрыш2
Graph
ВремяТипОрдерОбъемЦенаS / LT / PПрибыльБаланс
12017.10.20 10:00buy10.011.312780.000000.00000
22017.10.20 17:45close10.011.319780.000000.000006.961006.96
32017.10.27 17:15buy20.011.311180.000000.00000
42017.10.30 14:30close20.011.318010.000000.000006.741013.70
52017.11.03 15:00buy30.011.309340.000000.00000
62017.11.03 18:00buy40.011.306530.000000.00000
72017.11.06 12:45close40.011.311790.000000.000005.171018.87
82017.11.06 12:45close30.011.311770.000000.000002.341021.21
92017.11.29 18:45sell50.011.343360.000000.00000
102017.11.30 03:45sell60.011.346140.000000.00000
112017.11.30 16:45sell70.011.349040.000000.00000
122017.11.30 17:15sell80.011.352060.000000.00000
132017.12.01 15:45close80.011.347120.000000.000004.861026.07
142017.12.01 15:45close70.011.347120.000000.000001.841027.91
152017.12.01 15:45close60.011.347100.000000.00000-1.041026.87
162017.12.01 15:45close50.011.347080.000000.00000-3.921022.94
172017.12.01 21:15sell90.011.345100.000000.00000
182017.12.01 23:30sell100.011.347700.000000.00000
192017.12.04 01:30sell110.011.351060.000000.00000
202017.12.04 03:15close110.011.347210.000000.000003.811026.75
212017.12.04 03:15close100.011.347240.000000.000000.381027.13
222017.12.04 03:15close90.011.347210.000000.00000-2.191024.94
232017.12.04 08:30sell120.011.345100.000000.00000
242017.12.04 13:30sell130.011.350580.000000.00000
252017.12.04 14:30sell140.011.353440.000000.00000
262017.12.04 17:30close140.011.349540.000000.000003.861028.80
272017.12.04 17:30close130.011.349510.000000.000001.031029.83
282017.12.04 17:30close120.011.349520.000000.00000-4.461025.37
292017.12.04 19:45sell150.011.345460.000000.00000
302017.12.05 00:01sell160.011.348100.000000.00000
312017.12.05 09:30close160.011.343280.000000.000004.781030.15
322017.12.05 09:30close150.011.343290.000000.000002.091032.24
332017.12.07 20:45sell170.011.346570.000000.00000
342017.12.08 07:15sell180.011.349480.000000.00000
352017.12.08 14:15close180.011.342650.000000.000006.791039.03
362017.12.08 14:15close170.011.342630.000000.000003.861042.89
372017.12.29 14:45sell190.011.351260.000000.00000
382018.01.02 10:30sell200.011.354470.000000.00000
392018.01.02 18:00sell210.011.357840.000000.00000
402018.01.03 08:00sell220.011.360570.000000.00000
412018.01.03 15:30close220.011.355820.000000.000004.711047.60
422018.01.03 15:30close210.011.355850.000000.000001.911049.51
432018.01.03 15:30close200.011.355860.000000.00000-1.471048.04
442018.01.03 15:30close190.011.355820.000000.00000-4.721043.31
452018.01.03 17:15sell230.011.351040.000000.00000
462018.01.04 11:00sell240.011.353950.000000.00000
472018.01.05 06:00sell250.011.356500.000000.00000
482018.01.05 11:30close250.011.353100.000000.000003.361046.67
492018.01.05 11:30close240.011.353120.000000.000000.751047.42
502018.01.05 11:30close230.011.353120.000000.00000-2.281045.14
512018.01.05 13:30sell260.011.353910.000000.00000
522018.01.05 15:45sell270.011.356840.000000.00000
532018.01.09 15:15close270.011.351820.000000.000004.901050.04
542018.01.09 15:15close260.011.351840.000000.000001.951051.98
552018.02.06 15:45sell280.011.384500.000000.00000
562018.02.06 16:15sell290.011.387250.000000.00000
572018.02.06 18:00sell300.011.390780.000000.00000
582018.02.06 18:45sell310.011.395620.000000.00000
592018.02.07 12:45close310.011.389420.000000.000006.121058.10
602018.02.07 12:45close300.011.389410.000000.000001.291059.39
612018.02.07 12:45close290.011.389420.000000.00000-2.251057.14
622018.02.07 12:45close280.011.389420.000000.00000-5.001052.14
632018.02.07 19:15sell320.011.386490.000000.00000
642018.02.08 03:30sell330.011.389620.000000.00000
652018.02.08 14:15sell340.011.398610.000000.00000
662018.02.08 15:30sell350.011.402470.000000.00000
672018.02.08 16:30sell360.011.405780.000000.00000
682018.02.08 18:15close360.011.396460.000000.000009.281061.42
692018.02.08 18:15close350.011.396450.000000.000005.981067.40
702018.02.08 18:15close340.011.396460.000000.000002.111069.51
712018.02.08 18:15close330.011.396460.000000.00000-6.881062.63
722018.02.08 18:15close320.011.396440.000000.00000-10.111052.52
732018.02.09 13:15sell370.011.388210.000000.00000
742018.02.09 14:30close370.011.381340.000000.000006.831059.35
752018.02.13 15:00sell380.011.389580.000000.00000
762018.02.14 17:45sell390.011.393520.000000.00000
772018.02.14 18:30sell400.011.396370.000000.00000
782018.02.14 20:30sell410.011.399750.000000.00000
792018.02.15 09:15sell420.011.403030.000000.00000
802018.02.15 11:45sell430.011.407210.000000.00000
812018.02.15 23:00sell440.011.409830.000000.00000
822018.02.19 15:45close440.011.399010.000000.0000010.701070.05
832018.02.19 15:45close430.011.399020.000000.000008.071078.11
842018.02.19 15:45close420.011.399020.000000.000003.891082.00
852018.02.19 15:45close410.011.399030.000000.000000.471082.48
862018.02.19 15:45close400.011.399010.000000.00000-2.891079.59
872018.02.19 15:45close390.011.399010.000000.00000-5.741073.86
882018.02.19 15:45close380.011.399030.000000.00000-9.741064.12
892018.02.20 10:15sell450.011.393610.000000.00000
902018.02.20 10:45sell460.011.396200.000000.00000
912018.02.20 11:45sell470.011.398890.000000.00000
922018.02.20 19:00sell480.011.402000.000000.00000
932018.02.21 10:15close480.011.397630.000000.000004.291068.41
942018.02.21 10:15close470.011.397600.000000.000001.211069.62
952018.02.21 10:15close460.011.397590.000000.00000-1.471068.15
962018.02.21 10:15close450.011.397600.000000.00000-4.071064.08
972018.02.21 11:45sell490.011.394310.000000.00000
982018.02.21 17:15sell500.011.398710.000000.00000
992018.02.21 22:15close500.011.391360.000000.000007.311071.39
1002018.02.21 22:15close490.011.391340.000000.000002.931074.32
1012018.02.22 21:00sell510.011.395540.000000.00000
1022018.02.23 11:00sell520.011.398680.000000.00000
1032018.02.26 07:45sell530.011.401720.000000.00000
1042018.02.26 10:45sell540.011.404430.000000.00000
1052018.02.26 16:00close540.011.399280.000000.000005.111079.43
1062018.02.26 16:00close530.011.399280.000000.000002.401081.83
1072018.02.26 16:00close520.011.399300.000000.00000-0.701081.13
1082018.02.26 16:00close510.011.399270.000000.00000-3.851077.27
1092018.02.26 16:30sell550.011.395790.000000.00000
1102018.02.27 10:00sell560.011.398490.000000.00000
1112018.02.27 15:15close560.011.391610.000000.000006.841084.11
1122018.02.27 15:15close550.011.391620.000000.000004.091088.20
1132018.03.19 14:30sell570.011.401330.000000.00000
1142018.03.19 15:00sell580.011.404590.000000.00000
1152018.03.19 15:15sell590.011.407750.000000.00000
1162018.03.19 18:00close590.011.404310.000000.000003.401091.60
1172018.03.19 18:00close580.011.404290.000000.000000.261091.86
1182018.03.19 18:00close570.011.404330.000000.00000-3.041088.82
1192018.03.20 14:00sell600.011.402120.000000.00000
1202018.03.21 12:45sell610.011.406930.000000.00000
1212018.03.21 21:15sell620.011.411260.000000.00000
1222018.03.21 22:15sell630.011.414110.000000.00000
1232018.03.22 04:00sell640.011.416980.000000.00000
1242018.03.22 18:15close640.011.409900.000000.000007.041095.86
1252018.03.22 18:15close630.011.409930.000000.000004.021099.88
1262018.03.22 18:15close620.011.409930.000000.000001.171101.05
1272018.03.22 18:15close610.011.409890.000000.00000-3.121097.92
1282018.03.22 18:15close600.011.409920.000000.00000-8.001089.92
1292018.03.28 21:15sell650.011.408110.000000.00000
1302018.04.05 15:30close650.011.401010.000000.000006.651096.57
1312018.04.10 05:15sell660.011.412220.000000.00000
1322018.04.10 10:30sell670.011.415120.000000.00000
1332018.04.10 12:30sell680.011.417760.000000.00000
1342018.04.10 20:00close680.011.414640.000000.000003.081099.65
1352018.04.10 20:00close670.011.414610.000000.000000.471100.12
1362018.04.10 20:00close660.011.414630.000000.00000-2.451097.67
1372018.04.18 12:15sell690.011.418400.000000.00000
1382018.04.18 14:15sell700.011.421090.000000.00000
1392018.04.18 16:00sell710.011.423800.000000.00000
1402018.04.18 20:30close710.011.420770.000000.000002.991100.66
1412018.04.18 20:30close700.011.420790.000000.000000.261100.92
1422018.04.18 20:30close690.011.420760.000000.00000-2.401098.52
1432018.04.19 04:45sell720.011.419030.000000.00000
1442018.04.19 10:15sell730.011.421830.000000.00000
1452018.04.19 15:45sell740.011.424410.000000.00000
1462018.04.19 18:30close740.011.420480.000000.000003.891102.41
1472018.04.19 18:30close730.011.420440.000000.000001.351103.76
1482018.04.19 18:30close720.011.420450.000000.00000-1.461102.30
1492018.04.19 18:45sell750.011.419170.000000.00000
1502018.04.19 20:45close750.011.411160.000000.000007.971110.27
1512018.04.27 17:45buy760.011.380170.000000.00000
1522018.04.27 20:15buy770.011.377210.000000.00000
1532018.04.30 12:00buy780.011.373420.000000.00000
1542018.04.30 18:00close780.011.377460.000000.000004.001114.27
1552018.04.30 18:00close770.011.377470.000000.000000.171114.44
1562018.04.30 18:00close760.011.377460.000000.00000-2.801111.64
1572018.06.07 10:30buy790.011.346430.000000.00000
1582018.06.07 14:15buy800.011.343820.000000.00000
1592018.06.07 14:45buy810.011.338510.000000.00000
1602018.06.07 15:15close810.011.343200.000000.000004.651116.29
1612018.06.07 15:15close800.011.343200.000000.00000-0.661115.63
1622018.06.07 15:15close790.011.343230.000000.00000-3.241112.39
1632018.06.14 11:45buy820.011.343870.000000.00000
1642018.06.14 15:00buy830.011.338760.000000.00000
1652018.06.14 16:00buy840.011.333440.000000.00000
1662018.06.14 17:15buy850.011.330880.000000.00000
1672018.06.14 21:15buy860.011.328110.000000.00000
1682018.06.15 03:00buy870.011.325540.000000.00000
1692018.06.15 10:15buy880.011.321560.000000.00000
1702018.07.09 11:00close880.011.333880.000000.0000011.171123.56
1712018.07.09 11:00close870.011.333910.000000.000007.221130.79
1722018.07.09 11:00close860.011.333870.000000.000004.561135.35
1732018.07.09 11:00close850.011.333890.000000.000001.811137.16
1742018.07.09 11:00close840.011.333910.000000.00000-0.731136.43
1752018.07.09 11:00close830.011.333910.000000.00000-6.051130.39
1762018.07.09 11:00close820.011.333890.000000.00000-11.181119.21
1772018.07.09 20:45buy890.011.325140.000000.00000
1782018.07.11 20:00buy900.011.322200.000000.00000
1792018.07.12 04:45buy910.011.319480.000000.00000
1802018.07.12 15:45close910.011.323290.000000.000003.771122.98
1812018.07.12 15:45close900.011.323270.000000.000000.881123.86
1822018.07.12 15:45close890.011.323310.000000.00000-2.121121.74
1832018.07.12 16:15buy920.011.322930.000000.00000
1842018.07.13 00:05buy930.011.320900.000000.00000
1852018.07.13 02:15buy940.011.317410.000000.00000
1862018.07.13 10:15buy950.011.314740.000000.00000
1872018.07.13 10:45buy960.011.312270.000000.00000
1882018.07.13 17:30close960.011.318240.000000.000005.931127.67
1892018.07.13 17:30close950.011.318220.000000.000003.441131.11
1902018.07.13 17:30close940.011.318240.000000.000000.791131.90
1912018.07.13 17:30close930.011.318190.000000.00000-2.751129.15
1922018.07.13 17:30close920.011.318220.000000.00000-4.801124.35
1932018.07.13 18:30buy970.011.321920.000000.00000
1942018.07.16 14:15close970.011.328840.000000.000006.831131.18
1952018.07.25 08:45buy980.011.315500.000000.00000
1962018.07.26 17:30buy990.011.312840.000000.00000
1972018.07.27 04:00buy1000.011.310320.000000.00000
1982018.07.30 17:00close1000.011.313410.000000.000003.001134.18
1992018.07.30 17:00close990.011.313440.000000.000000.461134.64
2002018.07.30 17:00close980.011.313430.000000.00000-2.361132.28
2012018.07.30 17:15buy1010.011.313600.000000.00000
2022018.07.31 18:15buy1020.011.310680.000000.00000
2032018.08.02 10:15buy1030.011.307870.000000.00000
2042018.08.02 15:00buy1040.011.304440.000000.00000
2052018.08.02 23:00buy1050.011.301800.000000.00000
2062018.08.03 10:45buy1060.011.299180.000000.00000
2072018.08.06 11:15buy1070.011.296630.000000.00000
2082018.09.13 15:45close1070.011.308170.000000.000009.491141.76
2092018.09.13 15:45close1060.011.308180.000000.000006.901148.66
2102018.09.13 15:45close1050.011.308150.000000.000004.201152.86
2112018.09.13 15:45close1040.011.308180.000000.000001.591154.45
2122018.09.13 15:45close1030.011.308150.000000.00000-1.871152.57
2132018.09.13 15:45close1020.011.308190.000000.00000-4.841147.73
2142018.09.13 15:45close1010.011.308150.000000.00000-7.851139.88
2152018.09.20 19:00sell1080.011.323540.000000.00000
2162018.09.20 21:45sell1090.011.326420.000000.00000
2172018.09.21 11:00close1090.011.321230.000000.000005.111144.98
2182018.09.21 11:00close1080.011.321240.000000.000002.221147.20
2192018.10.25 03:30buy1100.011.289370.000000.00000
2202018.10.25 16:45buy1110.011.284370.000000.00000
2212018.10.25 18:00buy1120.011.281660.000000.00000
2222018.10.26 14:15buy1130.011.278900.000000.00000
2232018.10.26 19:15close1130.011.283650.000000.000004.711151.91
2242018.10.26 19:15close1120.011.283640.000000.000001.891153.80
2252018.10.26 19:15close1110.011.283630.000000.00000-0.831152.97
2262018.10.26 19:15close1100.011.283640.000000.00000-5.821147.15
2272018.11.01 04:30buy1140.011.285420.000000.00000
2282018.11.01 15:30close1140.011.293020.000000.000007.561154.71
2292018.11.12 13:00buy1150.011.285100.000000.00000
2302018.11.12 16:00close1150.011.291950.000000.000006.811161.52
2312018.11.12 20:45buy1160.011.284980.000000.00000
2322018.11.13 13:30close1160.011.291840.000000.000006.771168.29
2332018.11.16 15:00buy1170.011.284420.000000.00000
2342018.11.19 14:00buy1180.011.280770.000000.00000
2352018.11.19 17:45close1180.011.287050.000000.000006.241174.53
2362018.11.19 17:45close1170.011.287060.000000.000002.551177.08
2372018.11.20 17:30buy1190.011.282820.000000.00000
2382018.11.20 20:00buy1200.011.279710.000000.00000
2392018.11.21 19:15buy1210.011.276970.000000.00000
2402018.11.22 12:15close1210.011.285200.000000.000008.041185.12
2412018.11.22 12:15close1200.011.285210.000000.000005.261190.38
2422018.11.22 12:15close1190.011.285180.000000.000002.121192.50
2432018.11.22 12:30buy1220.011.290940.000000.00000
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